+4,701.6%
BEN vs LUMN
+156.1%
+4,545.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.5% |
| 7D | -3.1% | +2.5% | -5.6% | -3.7% |
| 30D | +0.2% | +10.3% | -10.2% | -2.3% |
| 3M | +6.8% | -18.3% | +25.1% | +10.6% |
| 6M | +38.1% | +4.4% | +33.7% | +33.7% |
| YTD | +44.3% | -10.7% | +55.0% | +41.2% |
| 1Y | +42.6% | +14.0% | +28.6% | +28.1% |
| 3Y | +52.3% | +406.6% | -354.3% | -35.3% |
| 5Y | +37.6% | -36.8% | +74.4% | +9.7% |
| 10Y | +55.4% | -56.2% | +111.6% | +23.9% |
| All | +4,701.6% | +156.1% | +4,545.5% | +1,996.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LUMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling